+82.5%
JNJ vs SPG
+112.2%
-29.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.4% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +4.3% | -4.9% | +9.3% | +5.3% |
| 3M | +16.5% | +3.3% | +13.2% | +16.1% |
| 6M | +13.1% | +11.2% | +1.9% | +11.5% |
| YTD | +32.1% | +17.1% | +15.1% | +29.1% |
| 1Y | +54.5% | +21.6% | +32.9% | +50.0% |
| 3Y | +82.5% | +111.9% | -29.3% | +59.1% |
| All | +82.5% | +112.2% | -29.7% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling